+7,787.5%
MDT vs AON
+4,830.5%
+2,957.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | -0.3% | -7.9% | +7.6% | +1.8% |
| 30D | +2.8% | -14.6% | +17.4% | +6.9% |
| 3M | +13.1% | -7.9% | +21.0% | +15.3% |
| 6M | +2.3% | -8.0% | +10.3% | +4.1% |
| YTD | -2.7% | -13.2% | +10.5% | +0.2% |
| 1Y | +0.9% | -16.4% | +17.3% | +4.8% |
| 3Y | +26.8% | -6.7% | +33.5% | +26.8% |
| 5Y | -19.5% | +8.0% | -27.5% | -23.0% |
| 10Y | +40.6% | +205.6% | -165.0% | +3.6% |
| All | +7,787.5% | +4,830.5% | +2,957.0% | +2,405.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling